+11.4%
TGT vs ABCL
-81.0%
+92.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.9% |
| 7D | +2.6% | +4.4% | -1.8% | +2.2% |
| 30D | +6.6% | -7.9% | +14.5% | +7.0% |
| 3M | +5.2% | +12.2% | -7.0% | +3.5% |
| 6M | +35.3% | +134.7% | -99.4% | +23.3% |
| YTD | +70.3% | +239.8% | -169.4% | +48.3% |
| 1Y | +81.2% | +192.7% | -111.5% | +59.8% |
| 3Y | +66.9% | +187.6% | -120.7% | +40.8% |
| 5Y | -27.2% | -22.6% | -4.5% | -34.9% |
| All | +11.4% | -81.0% | +92.4% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling